Background: Temperate winters produce extreme energetic challenges for small insectivorous mammals. Some bat species inhabiting locations with mild temperate winters forage during brief inter-torpor normothermic periods of activity. However, the winter diet of bats in mild temperate locations is studied infrequently. Although microscopic analyses of faeces have traditionally been used to characterise bat diet, recently the coupling of PCR with second generation sequencing has offered the potential to further advance our understanding of animal dietary composition and foraging behaviour by allowing identification of a much greater proportion of prey items often with increased taxonomic resolution. We used morphological analysis and Illumina-based second generation sequencing to study the winter diet of Natterer’s bat (Myotis nattereri) and compared the results obtained from these two approaches. For the first time, we demonstrate the applicability of the Illumina MiSeq platform as a data generation source for bat dietary analyses. Results: Faecal pellets collected from a hibernation site in southern England during two winters (December-March 2009–10 and 2010–11), indicated that M. nattereri forages throughout winter at least in a location with a mild winter climate. Through morphological analysis, arthropod fragments from seven taxonomic orders were identified. A high proportion of these was non-volant (67.9% of faecal pellets) and unexpectedly included many lepidopteran larvae. Molecular analysis identified 43 prey species from six taxonomic orders and confirmed the frequent presence of lepidopteran species that overwinter as larvae. Conclusions: The winter diet of M. nattereri is substantially different from other times of the year confirming that this species has a wide and adaptable dietary niche. Comparison of DNA derived from the prey to an extensive reference dataset of potential prey barcode sequences permitted fine scale taxonomic resolution of prey species. The high occurrence of non-volant prey suggests that gleaning allows prey capture at low ambient temperatures when the abundance of flying insects may be substantially reduced. Interesting questions arise as to how M. nattereri might successfully locate and capture some of the non-volant prey species encountered in its faeces. The consumption of lepidopteran larvae such as cutworms suggests that M. nattereri eats agricultural pest species.